Although the spray may seem gentle several inches from the nozzle, right at the tip the pressure can be in thousands of pounds per square inch due to the small size of the orifice. I had a co-worker that blasted a hole through his boot when he rested a pressure washer on it (we were cleaning paint build-up off a hangar floor with a commercial pressure cleaner). He triggered it as he was picking it back up. He was lucky in that the jet went between his big toe and the next toe, so ended up with some shredded skin on both toes, but no major injury.
Good practice is to never put your hand/finger directly over the tip orifice. Even after the machine is turned off, the pressure will remain until the gun is triggered. Same advice goes for removing a clogged tip. The pressure is still there until the tip is loosened enough to bleed it off, so may blow out around the threads or the collar.
